mvnrfish
Fisher information matrix for multivariate normal or least-squares regression
Syntax
Fisher = mvnrfish(Data,Design,Covariance,MatrixFormat,CovarFormat)
Arguments
|
|
| A matrix or a cell array that handles two model structures:
|
|
|
| (Optional) Character vector that identifies parameters to be included in the Fisher information matrix:
|
| (Optional) Character vector that specifies the format for the covariance matrix. The choices are:
|
Description
Fisher = mvnrfish(Data,Design,Covariance,MatrixFormat,CovarFormat)
computes
a Fisher information matrix based on current maximum likelihood or
least-squares parameter estimates.
Fisher
is a TOTALPARAMS
-by-TOTALPARAMS
Fisher
information matrix. The size of TOTALPARAMS
depends
on MatrixFormat
and on current parameter estimates.
If MatrixFormat = 'full'
,
TOTALPARAMS = NUMPARAMS + NUMSERIES * (NUMSERIES + 1)/2
If MatrixFormat = 'paramonly'
,
TOTALPARAMS = NUMPARAMS
Note
mvnrfish
operates slowly if you calculate the full Fisher
information matrix.
Examples
See Multivariate Normal Linear Regression.